[Couenne] Please add support for floor and ceil functions in COUENNE

[Pietro Belotti]

Dear Daniel,

first, please direct all your questions to the Couenne mailing list,  
couenne at list.coin-or.org (which I copy in this reply). Second, while I  
do plan to include ceiling and floor functions, you may consider  
modeling them yourself with constraints involving integer variables.  
For instance, the expression

floor(x)

could be replaced by a new, *integer* variable y provided you also add  
the following constraints:

y <= x
y >= x - (1 - 1e-7)

The small epsilon 1e-7 is necessary in order not to exclude any  
solution and to ensure that indeed y=floor(x). It also means that, if  
t is the tolerance for checking integrality, no feasible solution will  
have x between, say, 5+t and 5+1e-7. Analogously, ceil(x) can be  
easily replaced by an integer variable z and the constraints:

z >= x
y <= x + (1 - 1e-7)

Hope this helps.

Cheers,
Pietro

_________________________________________
Pietro Belotti, Lehigh University
Dept. of Industrial & Systems Engineering
200 W Packer Ave, Bethlehem PA 18015.
phone: 610-758-3865   fax: 610-758-4886
email: belotti at lehigh.edu
web:   http://www.lehigh.edu/~pib208


On 11/19/2009, "Daniel T. Fokum" <fokumdt at ittc.ku.edu> wrote:

> Please add support for floor and ceiling functions in COUENNE.
>
> Some context: Yesterday I submitted an AMPL model that contained a floor
> function to the NEOS server and I got a message that said COUENNE did not
> support the floor function.
>
> Thanks,
>
> Daniel T. Fokum
>
> Graduate Research Assistant
> Information and Telecommunication Technology Center
> The University of Kansas
> Tel.: +1 785 864-4635
>



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